+42,373.9%
MCHP vs MAS
+881.9%
+41,491.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.8% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | -4.1% | -5.6% | +1.5% | -1.8% |
| 3M | -22.5% | +4.4% | -27.0% | -24.0% |
| 6M | +7.3% | +7.2% | +0.1% | +3.8% |
| YTD | +18.4% | +16.1% | +2.3% | +10.9% |
| 1Y | +18.1% | +0.1% | +18.0% | +17.1% |
| 3Y | -2.8% | +28.3% | -31.1% | -11.5% |
| 5Y | +5.5% | +30.5% | -25.0% | -4.4% |
| 10Y | +185.8% | +139.1% | +46.7% | +112.9% |
| All | +42,373.9% | +881.9% | +41,491.9% | +15,937.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling